17-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	49.27	0.69	SELL
CBR	Software and Programming	LONG	4.93	-1.20	HOLD
COOL	Software and Programming	LONG	3.18	1.92	BUY
CROX	Footwear	LONG	23.21	-1.90	HOLD
CVI	Oil and Gas Operations	LONG	22.37	-0.93	HOLD
DDE	Casinos and Gaming	LONG	3.27	0.00	HOLD
DEST	Retail (Apparel)	LONG	17.43	1.57	HOLD
DIOD	Semiconductors	LONG	23.70	0.08	HOLD
IIIN	Constr. - Supplies and Fixtures	LONG	11.84	-2.79	BUY
JJSF	Food Processing	LONG	47.98	0.06	HOLD
LTXC	Semiconductors	LONG	8.49	-0.93	HOLD
LYTS	Furniture and Fixtures	LONG	7.78	0.39	HOLD
MDF	Healthcare Facilities	LONG	4.84	-0.82	SELL
RCKY	Footwear	LONG	11.31	2.54	HOLD
RSYS	Computer Hardware	LONG	7.28	0.28	HOLD
SOL	Semiconductors	LONG	4.93	-2.57	HOLD
SPA		LONG	9.30	-0.85	HOLD
SPY	Misc. Financial Services	SHORT	127.05	0.30	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	12.00	-1.96	HOLD
SWM	Paper and Paper Products	LONG	50.93	-0.14	HOLD
TICC	Misc. Financial Services	LONG	9.61	-1.23	HOLD
TSEM	Semiconductors	LONG	1.20	-1.64	HOLD
WSTL	Communications Equipment	LONG	3.57	-0.83	HOLD
ZEUS	Misc. Fabricated Products	LONG	25.13	0.24	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.44
SHORTS				0.30
TOTAL				-0.74
S&P 500				0.30
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	0.72	1.07	-2.78	0.68
S&P 500	-3.68	2.24	-4.78	-1.64

17-Jun-2011 Daily positions

Pre Opening Longs: AZN, CBR, CROX, CVI, DDE, DEST, DIOD, JJSF, LTXC, LYTS,
MDF, RCKY, RSYS, SOL, SPA, STMP, SWM, TICC, TSEM, WSTL, ZEUS
Pre Opening Shorts: SPY

16-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	48.93	-2.08	HOLD
CBR	Software and Programming	LONG	4.99	-0.20	HOLD
CROX	Footwear	LONG	23.66	4.60	HOLD
CVI	Oil and Gas Operations	LONG	22.58	1.16	HOLD
DDE	Casinos and Gaming	LONG	3.27	-0.61	HOLD
DEST	Retail (Apparel)	LONG	17.16	-1.10	HOLD
DIOD	Semiconductors	LONG	23.68	-1.46	HOLD
JJSF	Food Processing	LONG	47.95	1.98	HOLD
LTXC	Semiconductors	LONG	8.57	-0.35	HOLD
LYTS	Furniture and Fixtures	LONG	7.75	0.65	HOLD
MDF	Healthcare Facilities	LONG	4.88	4.95	HOLD
MPR	Misc. Capital Goods	LONG	10.05	-0.69	SELL
RCKY	Footwear	LONG	11.03	0.55	HOLD
RSYS	Computer Hardware	LONG	7.26	1.11	HOLD
SOL	Semiconductors	LONG	5.06	-5.24	HOLD
SPA		LONG	9.38	-0.64	HOLD
SPY	Misc. Financial Services	SHORT	127.30	0.22	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	12.24	-0.73	HOLD
SWM	Paper and Paper Products	LONG	51.00	0.65	HOLD
TICC	Misc. Financial Services	LONG	9.73	-0.21	HOLD
TSEM	Semiconductors	LONG	1.22	7.02	BUY
WSTL	Communications Equipment	LONG	3.60	0.28	HOLD
ZEUS	Misc. Fabricated Products	LONG	25.07	-1.03	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.08
SHORTS				0.22
TOTAL				-0.14
S&P 500				0.18
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	0.85	1.06	-2.78	0.80
S&P 500	-3.97	2.30	-4.78	-1.73

15-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	49.97	-2.73	HOLD
CBR	Software and Programming	LONG	5.00	-3.10	HOLD
CROX	Footwear	LONG	22.62	-0.13	HOLD
CVI	Oil and Gas Operations	LONG	22.32	-1.85	HOLD
DDE	Casinos and Gaming	LONG	3.29	0.00	HOLD
DEST	Retail (Apparel)	LONG	17.35	-0.40	HOLD
DIOD	Semiconductors	LONG	24.03	3.00	HOLD
JJSF	Food Processing	LONG	47.02	-1.16	HOLD
LTXC	Semiconductors	LONG	8.60	-2.60	HOLD
LYTS	Furniture and Fixtures	LONG	7.70	-1.53	HOLD
MDF	Healthcare Facilities	LONG	4.65	-3.33	HOLD
MPR	Misc. Capital Goods	LONG	10.12	-1.36	HOLD
RCKY	Footwear	LONG	10.97	-0.30	HOLD
RSYS	Computer Hardware	LONG	7.18	-4.39	HOLD
SOL	Semiconductors	LONG	5.34	-4.98	HOLD
SPA		LONG	9.44	1.29	HOLD
SPY	Misc. Financial Services	SHORT	127.02	-1.78	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	12.33	-1.52	HOLD
SWM	Paper and Paper Products	LONG	50.67	-1.44	HOLD
TICC	Misc. Financial Services	LONG	9.75	-2.21	HOLD
WSTL	Communications Equipment	LONG	3.59	-0.28	HOLD
ZEUS	Misc. Fabricated Products	LONG	25.33	-2.58	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.50
SHORTS				-1.78
TOTAL				0.27
S&P 500				-1.74
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	1.13	1.07	-2.78	1.06
S&P 500	-4.14	2.33	-4.78	-1.78

14-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	51.37	1.70	HOLD
CBR	Software and Programming	LONG	5.16	0.19	HOLD
CQB	Crops	LONG	12.75	2.08	SELL
CROX	Footwear	LONG	22.65	3.28	HOLD
CVI	Oil and Gas Operations	LONG	22.74	5.96	HOLD
DDE	Casinos and Gaming	LONG	3.29	0.00	BUY
DEST	Retail (Apparel)	LONG	17.42	5.07	HOLD
DIOD	Semiconductors	LONG	23.33	1.52	HOLD
JJSF	Food Processing	LONG	47.57	1.69	HOLD
LTXC	Semiconductors	LONG	8.83	3.27	HOLD
LYTS	Furniture and Fixtures	LONG	7.82	2.89	HOLD
MDF	Healthcare Facilities	LONG	4.81	0.84	HOLD
MPR	Misc. Capital Goods	LONG	10.26	5.02	HOLD
RCKY	Footwear	LONG	11.00	0.30	HOLD
RSYS	Computer Hardware	LONG	7.51	-1.96	HOLD
SOL	Semiconductors	LONG	5.62	5.64	HOLD
SPA		LONG	9.32	-0.32	HOLD
SPY	Misc. Financial Services	SHORT	129.32	1.27	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	12.52	1.87	HOLD
SWM	Paper and Paper Products	LONG	51.41	1.60	HOLD
TICC	Misc. Financial Services	LONG	9.97	1.73	HOLD
WSTL	Communications Equipment	LONG	3.60	0.28	HOLD
ZEUS	Misc. Fabricated Products	LONG	26.00	2.48	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				2.15
SHORTS				1.27
TOTAL				0.88
S&P 500				1.26
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	1.13	1.08	-2.78	1.04
S&P 500	-2.44	2.10	-4.78	-1.16

14-Jun-2011 Daily positions

Pre Opening Longs: AZN, CBR, CQB, CROX, CVI, DEST, DIOD, JJSF, LTXC, LYTS,
MDF, MPR, RCKY, RSYS, SOL, SPA, STMP, SWM, TICC, WSTL, ZEUS
Pre Opening Shorts: SPY

13-Jun-2011 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
AZN	Biotechnology and Drugs	LONG	50.51	0.46	HOLD
CBR	Software and Programming	LONG	5.15	0.59	HOLD
CQB	Crops	LONG	12.49	0.40	HOLD
CROX	Footwear	LONG	21.93	1.34	HOLD
CVI	Oil and Gas Operations	LONG	21.46	2.53	HOLD
DEST	Retail (Apparel)	LONG	16.58	2.60	HOLD
DIOD	Semiconductors	LONG	22.98	-2.67	HOLD
FRED	Retail (Department and Discount)	LONG	13.93	0.51	SELL
JJSF	Food Processing	LONG	46.78	-0.11	HOLD
LTXC	Semiconductors	LONG	8.55	1.18	HOLD
LYTS	Furniture and Fixtures	LONG	7.60	1.88	HOLD
MDF	Healthcare Facilities	LONG	4.77	3.70	HOLD
MPR	Misc. Capital Goods	LONG	9.77	-1.71	HOLD
RCKY	Footwear	LONG	10.97	-0.54	HOLD
RSYS	Computer Hardware	LONG	7.66	-3.65	HOLD
SOL	Semiconductors	LONG	5.32	1.53	BUY
SPA		LONG	9.35	-1.99	HOLD
SPY	Misc. Financial Services	SHORT	127.70	0.08	HOLD
STMP	Retail (Catalog and Mail Order)	LONG	12.30	1.99	HOLD
SWM	Paper and Paper Products	LONG	50.60	-1.90	HOLD
TICC	Misc. Financial Services	LONG	10.05	-0.30	HOLD
WSTL	Communications Equipment	LONG	3.59	0.00	HOLD
ZEUS	Misc. Fabricated Products	LONG	25.37	-2.87	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.07
SHORTS				0.08
TOTAL				-0.01
S&P 500				0.07
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO
Portfolio	0.36	1.07	-2.78	0.34
S&P 500	-3.65	2.29	-4.78	-1.60

13-Jun-2011 Daily positions

Pre Opening Longs: AZN, CBR, CQB, CROX, CVI, DEST, DIOD, FRED, JJSF, LTXC,
LYTS, MDF, MPR, RCKY, RSYS, SPA, STMP, SWM, TICC, WSTL, ZEUS
Pre Opening Shorts: SPY